+64.7%
XLC vs GPC
+0.2%
+64.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +3.7% | +0.4% | +3.3% | +3.7% |
| 30D | -1.9% | -6.3% | +4.4% | -1.0% |
| 3M | -3.1% | -8.2% | +5.1% | -2.0% |
| 6M | -6.4% | +27.1% | -33.5% | -9.8% |
| YTD | -6.8% | +3.1% | -10.0% | -8.2% |
| 1Y | -1.7% | +0.1% | -1.8% | -2.7% |
| 3Y | +64.7% | +0.2% | +64.5% | +58.5% |
| All | +64.7% | +0.2% | +64.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling